how to remove reflective shadows
Increase Transparecy bounces

The more objects you add, the more interfaces the light should bounce off to reach a surfaces. This is true also if your objects let the light pass through, like the volumetric and transparent shaded cones are doing.

The black shadow is due to the low number of Transparent bounces allowed in your scene (compared to the scene complexity from this point of view). Light path are being terminated before reaching any light source, so they render blck.

You should increase at least the Max Transparent bounces filed found in Light Path panel by some units.